We examine the role of the magnetosheath in solar wind-magnetosphere-ionosphere coupling using the Time History of Events and Macroscale Interactions during Substorms plasma and magnetic field observations in the magnetosheath together with OMNI solar wind data and auroral electrojet recordings from the International Monitor for Auroral Geomagnetic Effects (IMAGE) magnetometer chain. We demonstrate that the electric field and Poynting flux reaching the magnetopause are not linear functions of the electric field and Poynting flux observed in the solar wind: the electric field and Poynting flux at the magnetopause during higher driving conditions are lower than those predicted from a linear function. We also show that the Poynting flux normal to the magnetopause is linearly correlated with the directly driven part of the auroral electrojets in the ionosphere. This indicates that the energy entering the magnetosphere in the form of the Poynting flux is directly responsible for driving the electrojets. Furthermore, we argue that the polar cap potential saturation discussed in the literature is associated with the way solar wind plasma gets processed during the bow shock crossing and motion within the magnetosheath.